Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2008 | 
                    17-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.36 | 
                        112.15 | 
                        -0.21 | 
                        -0.2% | 
                        111.45 | 
                     
                    
                        | High | 
                        112.76 | 
                        112.18 | 
                        -0.58 | 
                        -0.5% | 
                        112.57 | 
                     
                    
                        | Low | 
                        112.12 | 
                        111.58 | 
                        -0.54 | 
                        -0.5% | 
                        111.42 | 
                     
                    
                        | Close | 
                        112.30 | 
                        111.92 | 
                        -0.38 | 
                        -0.3% | 
                        112.06 | 
                     
                    
                        | Range | 
                        0.64 | 
                        0.60 | 
                        -0.04 | 
                        -6.3% | 
                        1.15 | 
                     
                    
                        | ATR | 
                        0.79 | 
                        0.79 | 
                        -0.01 | 
                        -0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        886,379 | 
                        858,500 | 
                        -27,879 | 
                        -3.1% | 
                        4,553,467 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.69 | 
                113.41 | 
                112.25 | 
                 | 
             
            
                | R3 | 
                113.09 | 
                112.81 | 
                112.09 | 
                 | 
             
            
                | R2 | 
                112.49 | 
                112.49 | 
                112.03 | 
                 | 
             
            
                | R1 | 
                112.21 | 
                112.21 | 
                111.98 | 
                112.05 | 
             
            
                | PP | 
                111.89 | 
                111.89 | 
                111.89 | 
                111.82 | 
             
            
                | S1 | 
                111.61 | 
                111.61 | 
                111.87 | 
                111.45 | 
             
            
                | S2 | 
                111.29 | 
                111.29 | 
                111.81 | 
                 | 
             
            
                | S3 | 
                110.69 | 
                111.01 | 
                111.76 | 
                 | 
             
            
                | S4 | 
                110.09 | 
                110.41 | 
                111.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.47 | 
                114.91 | 
                112.69 | 
                 | 
             
            
                | R3 | 
                114.32 | 
                113.76 | 
                112.38 | 
                 | 
             
            
                | R2 | 
                113.17 | 
                113.17 | 
                112.27 | 
                 | 
             
            
                | R1 | 
                112.61 | 
                112.61 | 
                112.17 | 
                112.89 | 
             
            
                | PP | 
                112.02 | 
                112.02 | 
                112.02 | 
                112.16 | 
             
            
                | S1 | 
                111.46 | 
                111.46 | 
                111.95 | 
                111.74 | 
             
            
                | S2 | 
                110.87 | 
                110.87 | 
                111.85 | 
                 | 
             
            
                | S3 | 
                109.72 | 
                110.31 | 
                111.74 | 
                 | 
             
            
                | S4 | 
                108.57 | 
                109.16 | 
                111.43 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112.88 | 
                111.56 | 
                1.32 | 
                1.2% | 
                0.74 | 
                0.7% | 
                27% | 
                False | 
                False | 
                920,519 | 
                 
                
                | 10 | 
                112.88 | 
                109.87 | 
                3.01 | 
                2.7% | 
                0.79 | 
                0.7% | 
                68% | 
                False | 
                False | 
                924,303 | 
                 
                
                | 20 | 
                112.88 | 
                109.65 | 
                3.23 | 
                2.9% | 
                0.78 | 
                0.7% | 
                70% | 
                False | 
                False | 
                919,933 | 
                 
                
                | 40 | 
                113.43 | 
                109.65 | 
                3.78 | 
                3.4% | 
                0.73 | 
                0.7% | 
                60% | 
                False | 
                False | 
                781,760 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.2% | 
                0.67 | 
                0.6% | 
                39% | 
                False | 
                False | 
                521,912 | 
                 
                
                | 80 | 
                116.65 | 
                109.65 | 
                7.00 | 
                6.3% | 
                0.61 | 
                0.5% | 
                32% | 
                False | 
                False | 
                391,502 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.53 | 
                0.5% | 
                26% | 
                False | 
                False | 
                313,246 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.45 | 
                0.4% | 
                26% | 
                False | 
                False | 
                261,100 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114.73 | 
         
        
            | 
2.618             | 
            113.75 | 
         
        
            | 
1.618             | 
            113.15 | 
         
        
            | 
1.000             | 
            112.78 | 
         
        
            | 
0.618             | 
            112.55 | 
         
        
            | 
HIGH             | 
            112.18 | 
         
        
            | 
0.618             | 
            111.95 | 
         
        
            | 
0.500             | 
            111.88 | 
         
        
            | 
0.382             | 
            111.81 | 
         
        
            | 
LOW             | 
            111.58 | 
         
        
            | 
0.618             | 
            111.21 | 
         
        
            | 
1.000             | 
            110.98 | 
         
        
            | 
1.618             | 
            110.61 | 
         
        
            | 
2.618             | 
            110.01 | 
         
        
            | 
4.250             | 
            109.03 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111.91 | 
                                112.23 | 
                             
                            
                                | PP | 
                                111.89 | 
                                112.13 | 
                             
                            
                                | S1 | 
                                111.88 | 
                                112.02 | 
                             
             
         |